Probability and Distribution Theory - BCA817
This unit begins with the study of probability, random variables, discrete and continuous distributions, and the use of calculus to obtain expressions for parameters of these distributions such as the mean and variance. Joint distributions for multiple random variables are introduced together with the important concepts of independence, correlation and covariance, marginal and conditional distributions. Techniques for determining distributions of transformations of random variables are discussed. The concept of the sampling distribution and standard error of an estimator of a parameter is presented, together with key properties of estimators. Large sample results concerning the properties of estimators are presented with emphasis on the central role of the normal distribution in these results. General approaches to obtaining estimators of parameters are introduced. Numerical simulation and graphing with Stata is used throughout to demonstrate concepts.
Because of the multi-institutional nature of the BCA units, there is an early cut-off for enrolment in this unit. These dates are:
Session 1: 19 February 2018
Session 2: 23 July 2018
Credit Points: | 4 |
When Offered: | S1 Online - Session 1, Online S2 Online - Session 2, Online |
Staff Contact(s): | Professor Gillian Heller |
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Assessed As: | Graded |
Offered By: | Department of Mathematics and Statistics Faculty of Science and Engineering |
Course structures, including unit offerings, are subject to change.
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